I built a "four filter fan box" this year when the smoke started rolling in (off MERV 13 filters, I think?), and have also gone about getting the measurement devices to verify that, yes, it really does work! I used a round fan, and a lot of tape to seal things to the fan, though it appears this might not matter as much as I thought. The filter area is sufficient that the fan doesn't really struggle - fan motors burning out from a single filter (as someone else reported) is a well known failure mode, and a good reason not to just strap filters flat to a fan. They rely on the airflow to cool, and it's easy to screw that up.

Air quality (in terms of PM2.5 and PM10, the stuff my testers measure) coming out of the fan is very good - far lower than the room, and the filter will start pulling down air particulates in a room fairly quickly. If the room is around 5ug/m^3 PM2.5, the output from the fan is sub-1, and it moves enough air to do quite a few air exchanges per day. It really does make a difference.

I'm using a couple Temtop meters to measure air quality, and while they're Chinesium, they do seem to work fairly well.

Also, if you ever wondered: Use your stove's vent fans! The air quality difference in PM2.5/PM10 between cooking without those running, vs cooking with them on, is HUGE! I'll see spikes in the kitchen up well past 100ug/m^3 PM2.5 after browning meat, which is worse than it is outside in heavy forest fire smoke!

https://www.sevarg.net/2021/08/28/temtop-air-quality-sensors...